daytrend

04/05/2016

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20160405. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160405 Closing)
2.8% of stocks are above yesterday’s high.
10.1% are above yesterday’s midpoint. (89.9% are below.)
62.4% are below yesterday’s low.
34.8% are inside yesterday’s range.
9.5% of stocks with today’s high > yesterday’s high. (90.5% less than).
87.4% of stocks with today’s low < yesterday’s low. (12.6% greater than).

EVIDENCE OF INTRADAY TREND (20160405 Closing)
39.2% of stocks are above today’s open. (59.1% are below).
14.7% of stocks are above today’s open and yesterday’s close.
58.5% are below both.
1.2% of stocks opened above yesterday’s high.
3.6% of stocks opened above yesterday’s close. (95.3% opened below yesterday’s close).
60.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160405 Closing)
2.4% of stocks are in the top 10% of today’s range.
6.6% are in the top 20%.
32.8% are in the top half. 67.2% of stocks are in the bottom half of today’s range.
29.6% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN (20160405 Closing)
16.5% of stocks are above yesterday’s close. (83.5% are below.)
0.6% are up 4.5% or more. 1.4% are down 4.5% or more.
1.3% are up 3.5% or more. 3.6% are down 3.5% or more.
41.3% are between +1% and -1%.

RSI on DAILY (20160405 Closing)
2-day: >=95:0.9%…>=90:1.8%…>=80:3.5%…>=50:14.0%…<=20:53.5%…<=10:24.6%…<=5:9.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:52.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:67.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160405 Closing)
2.8% above previous 1 highs, 62.4% below previous 1 lows
2.2% above previous 2 highs, 37.4% below previous 2 lows
1.6% above previous 3 highs, 35.9% below previous 3 lows
1.3% above previous 4 highs, 33.0% below previous 4 lows
1.2% above previous 5 highs, 18.0% below previous 5 lows
1.1% above previous 6 highs, 16.1% below previous 6 lows
1.1% above previous 7 highs, 13.2% below previous 7 lows
1.0% above previous 8 highs, 12.8% below previous 8 lows
0.9% above previous 9 highs, 12.4% below previous 9 lows
0.7% above previous 10 highs, 12.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160405 Closing)
16.5% are above or equal to 4/4 close (1 days ago), 83.5% are below.
11.2% are above or equal to 4/1 close (2 days ago), 88.8% are below.
20.6% are above or equal to 3/31 close (3 days ago), 79.4% are below.
25.5% are above or equal to 3/30 close (4 days ago), 74.5% are below.
31.0% are above or equal to 3/29 close (5 days ago), 69.0% are below.
55.7% are above or equal to 3/28 close (6 days ago), 44.3% are below.
55.7% are above or equal to 3/24 close (7 days ago), 44.3% are below.
56.4% are above or equal to 3/23 close (8 days ago), 43.6% are below.
41.0% are above or equal to 3/22 close (9 days ago), 59.0% are below.
42.4% are above or equal to 3/21 close (10 days ago), 57.6% are below.
40.9% are above or equal to 3/18 close (11 days ago), 59.1% are below.
45.7% are above or equal to 3/17 close (12 days ago), 54.3% are below.
57.3% are above or equal to 3/16 close (13 days ago), 42.7% are below.
66.1% are above or equal to 3/15 close (14 days ago), 33.9% are below.
59.2% are above or equal to 3/14 close (15 days ago), 40.8% are below.
57.7% are above or equal to 3/11 close (16 days ago), 42.3% are below.
72.8% are above or equal to 3/10 close (17 days ago), 27.2% are below.
72.4% are above or equal to 3/9 close (18 days ago), 27.6% are below.
75.6% are above or equal to 3/8 close (19 days ago), 24.4% are below.
60.4% are above or equal to 3/7 close (20 days ago), 39.6% are below.
63.0% are above or equal to 3/4 close (21 days ago), 37.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160405 Closing)
20d: 3.7% new highs, 8.6% new lows
21d: 3.6% new highs, 8.3% new lows
42d: 3.2% new highs, 0.3% new lows
63d: 2.6% new highs, 0.2% new lows
126d: 2.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160405 Closing)
2-day: 15.3% above, 84.7% below
3-day: 10.6% above, 89.4% below
4-day: 12.7% above, 87.3% below
5-day: 15.1% above, 84.9% below
8-day: 31.6% above, 68.4% below
10-day: 37.5% above, 62.5% below
20-day: 52.4% above, 47.6% below
50-day: 85.9% above, 14.1% below
200-day: 48.6% above, 51.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160405 Closing)
META(24): 1.86% Top=BVN TAHO ABX NEM FNV PAAS RGLD SLW ….. STLD NUE AA CNX CMC FCX CENX CCJ=Bottom (Metals & Mining)
REAL(92): -0.56% Top=MPW VER O SRC IVR OUT STOR OFC ….. HST PEB DRH LHO CONE TREE ALLY SC=Bottom (Real Estate)
ELEC(51): -0.59% Top=MRVL SCTY AYI DLB SPWR MCHP IPHI TRMB ….. CY FIT MXL CGNX HIMX BRKR MU FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -0.59% Top=DY PHM OC KBH TPH TOL FAST RSG ….. USCR EXP WY CVA WCN DAR CLH BIN=Bottom (Materials & Construction)
RETA(70): -0.71% Top=LL WSM OUTR RH STMP EBAY ABG GPI ….. DLTR TLRD GPS BURL ASNA ANF WBA URBN=Bottom (Retail & Specialty Retail)
TRAN(32): -0.71% Top=GBX NAT ALK KEX KSU TRN HA UNP ….. JBHT GWR WERN KNX AIRM SAVE TK SWFT=Bottom (Transportation)
ENER(90): -0.81% Top=UNT RDC PXD MRD OAS HES DVN HAL ….. WNR PSXP CVE GPOR PE PBF RRC SE=Bottom (Energy)
CHEM(29): -0.95% Top=AXTA HUN SHW POL APD AXLL PAH IFF ….. PX WLK OLN POT MOS MEOH FMC CF=Bottom (Chemicals/Fertilizers)
MANU(41): -1.06% Top=JKS XYL CRS DE WOR AOS MRC RS ….. IR LECO TEX ATU ATI PNR CFX ETN=Bottom (Manufacturing)
LEIS(38): -1.09% Top=SHAK WEN TVPT PZZA PLAY MCD SONC CMG ….. QSR TXRH BWLD RCL WYNN CCL GPRO DRI=Bottom (Leisure)
CONS(59): -1.12% Top=CHD GIII CLX UA RL KMB CL PAY ….. FOSL PKG BERY HAR GEF WRK HBI KS=Bottom (Consumer)
COSW(100): -1.27% Top=BITA RAX NUAN BSFT VEEV VNET CMCM RNG ….. IMPV PFPT UIS WUBA DATA PAYC AKAM GDDY=Bottom (Computer Software/Internet)
DISV(57): -1.30% Top=PRAA GPN ULTA SERV SBAC SNX YY ALLE ….. ACM FLT MCO MRKT TMH HRB ZG RCII=Bottom (Diversified Services)
COHW(40): -1.35% Top=BRCD PSTG JNPR NTAP CTL T CDW LITE ….. BBRY LVLT LXK HRS ARRS TDS WDC PANW=Bottom (Computer Hardware/Telecom)
INSU(33): -1.43% Top=AFL AFSI AGO AIZ L TMK WRB AWH ….. MET XL MBI LNC AON FAF WLTW MTG=Bottom (Insurance)
HEAL(55): -1.61% Top=PRAH CPHD VWR CYH AMSG ABMD KANG HCA ….. ANTM AET BKD PKI HLS DXCM IRWD BABY=Bottom (Health)
FINA(97): -1.84% Top=DFS PSEC ICE NPBC BX WU PYPL AXP ….. SIVB CFG LAZ KKR PVTB OMF WETF LPLA=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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